Indirect inference for stochastic volatility models via the log-squared observations
Year of publication: |
2004
|
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Authors: | Dhaene, Geert |
Published in: |
Tijdschrift voor economie en management. - Leuven : Katholieke Universiteit, ISSN 0772-7674, ZDB-ID 860333-9. - Vol. 49.2004, 3, p. 421-440
|
Subject: | Brüssel | Brussels | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Aktienindex | Stock index | Statistische Verteilung | Statistical distribution |
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